+230.8%
MRK vs MOD
+1,079.7%
-848.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +27.9% | -27.3% | -0.2% |
| 7D | +0.7% | +40.4% | -39.7% | -0.4% |
| 30D | +0.3% | -14.0% | +14.3% | +0.5% |
| 3M | +9.7% | -33.3% | +43.0% | +10.6% |
| 6M | +32.0% | -51.4% | +83.4% | +34.1% |
| YTD | +43.3% | +1.6% | +41.7% | +41.7% |
| 1Y | +63.7% | +5.4% | +58.3% | +61.5% |
| 3Y | +58.0% | +191.0% | -133.0% | +46.0% |
| 5Y | +105.0% | +1,093.1% | -988.2% | +74.2% |
| All | +230.8% | +1,079.7% | -848.9% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling